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[amibroker] Re: Request for Code Review


  • Date: Fri, 12 Mar 2010 17:07:23 -0000
  • From: "longt3rm" <longt3rm@xxxxxxxxx>
  • Subject: [amibroker] Re: Request for Code Review

PureBytes Links

Trading Reference Links

Mike,

Thank you so much for the information.

All,
I'm having challenges with two points:
1. One file vs. Multiple Files = I'm not able to figure out how to use Buy[Index] where Index is calculated. As you see below, I am processing the file and every row in the file for each bar / column in the array. I suspect this is wrong. Would you have suggestions on how to calculate and use "Index".

5. Would you suggest a url where I can learn about fgets maximum buffer length? I'm not able to locate a function to test for the success / failure of fgets. 

Below is the current code which works in Formula Editor | Verify Syntax but crashes the backtest:
------------------------
filename = "C:\\data\\signal_";
fileext = ".txt";
filename = filename + Name() + fileext;

Buy = 0;
Sell = 0;
dt = DateTime();
RowNum = 0;

fh = fopen(filename ,"r");

if(fh)
{
	Indices = BarIndex();
	while(! feof(fh)) //Have we reached end of file? 
	{
		Row = fgets(fh);
		RowNum += 1;
		if(1 + StrCount(Row,",")== 4) //Make sure we have four values per Row; Date, Action, PositionSize, Price
		{
			ActionDate = StrToDateTime(StrExtract(Row,0));
			Action = StrExtract(Row,1);
			ActionPositionSize = StrExtract(Row,2);
			ActionPrice = StrExtract(Row,3);
			//Next Row finds the correct bar but I cannot figure out how to use it effectively.
			ActionBar = ValueWhen(dt==ActionDate, Indices);
			Buy = IIf(Action=="Buy" AND dt==ActionDate,1,Buy ); 
			Sell = IIf(Action=="Sell" AND dt==ActionDate,1,Sell);
		}
	}
	fclose(fh);
}





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